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International diversification versus domestic diversification : mean-variance portfolio optimization and stochastic dominance approaches
Abid, Fathi; Leung, Pui-lam; Mroua, Mourad; Wong, Wing Keung - In: Journal of risk and financial management : JRFM 7 (2014) 2, pp. 45-66
This paper applies the mean-variance portfolio optimization (PO) approach and the stochastic dominance (SD) test to examine preferences for international diversification versus domestic diversification from American investors’ viewpoints. Our PO results imply that the domestic diversification...
Persistent link: https://www.econbiz.de/10011553184
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A new index to measure the income inequality for the poor and the rich with application
Chan, Raymond Honfu - 2018
Studying the characteristics of different income distributions, and compare the differences among different income distributions with respect to geographic regions, and changes over time periods is a very important area in economics. In order to compare the differences among different income...
Persistent link: https://www.econbiz.de/10012909488
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A New Index to Measure the Income Inequality for the Poor and the Rich
Chan, Raymond Honfu - 2019
Studying the characteristics of different income distributions, and compare the differences among different income distributions with respect to geographic regions, and changes over time periods is a very important area in economics. In order to compare the differences among different income...
Persistent link: https://www.econbiz.de/10012865301
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Stochastic dominance and applications to finance, risk and economics
Sriboonchitta, Songsak; Wong, Wing Keung; Dhompongsa, … - 2010
Persistent link: https://www.econbiz.de/10003865426
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Combining ordinal forecasts with an application in a financial market
Fan, Dennis Kin Keung - In: Journal of forecasting 15 (1996) 1, pp. 37-48
Persistent link: https://www.econbiz.de/10001191684
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Cointegrated variables with time-varying cointegration parameter : purchasing power parity revisited
Wong, Wing Keung; Manzur, Meher - 1993
Persistent link: https://www.econbiz.de/10000870666
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New time series applications in business and finance
Wong, Wing Keung - 1989
Persistent link: https://www.econbiz.de/10000803795
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The modified mixture of distributions model : a revisit
Fong, Wai-mun; Wong, Wing Keung - In: Annals of finance 2 (2006) 2, pp. 167-178
Persistent link: https://www.econbiz.de/10003282228
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Revisit of the volume versus GARCH effects by univariate and bivariate GARCH models : evidence from US stock markets
Wong, Wing Keung; Penm, Jack H. W.; Qiao, Zhuo - In: International economics & finance journal : (IEFJ) 1 (2006) 1, pp. 47-66
Persistent link: https://www.econbiz.de/10003791143
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Gains from diversification on convex combinations: a majorization and stochastic dominance approach
Egozcue, Martin; Wong, Wing Keung - In: European journal of operational research : EJOR 200 (2009/10) 3, pp. 893-900
Persistent link: https://www.econbiz.de/10003892398